NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 23-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
91.69 |
90.70 |
-0.99 |
-1.1% |
91.24 |
High |
91.92 |
92.09 |
0.17 |
0.2% |
94.12 |
Low |
90.41 |
90.58 |
0.17 |
0.2% |
89.76 |
Close |
90.87 |
91.56 |
0.69 |
0.8% |
91.65 |
Range |
1.51 |
1.51 |
0.00 |
0.0% |
4.36 |
ATR |
1.67 |
1.66 |
-0.01 |
-0.7% |
0.00 |
Volume |
229,232 |
247,770 |
18,538 |
8.1% |
830,370 |
|
Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.94 |
95.26 |
92.39 |
|
R3 |
94.43 |
93.75 |
91.98 |
|
R2 |
92.92 |
92.92 |
91.84 |
|
R1 |
92.24 |
92.24 |
91.70 |
92.58 |
PP |
91.41 |
91.41 |
91.41 |
91.58 |
S1 |
90.73 |
90.73 |
91.42 |
91.07 |
S2 |
89.90 |
89.90 |
91.28 |
|
S3 |
88.39 |
89.22 |
91.14 |
|
S4 |
86.88 |
87.71 |
90.73 |
|
|
Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.92 |
102.65 |
94.05 |
|
R3 |
100.56 |
98.29 |
92.85 |
|
R2 |
96.20 |
96.20 |
92.45 |
|
R1 |
93.93 |
93.93 |
92.05 |
95.07 |
PP |
91.84 |
91.84 |
91.84 |
92.41 |
S1 |
89.57 |
89.57 |
91.25 |
90.71 |
S2 |
87.48 |
87.48 |
90.85 |
|
S3 |
83.12 |
85.21 |
90.45 |
|
S4 |
78.76 |
80.85 |
89.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.01 |
90.41 |
3.60 |
3.9% |
1.44 |
1.6% |
32% |
False |
False |
210,697 |
10 |
94.12 |
89.56 |
4.56 |
5.0% |
1.84 |
2.0% |
44% |
False |
False |
174,709 |
20 |
95.07 |
89.56 |
5.51 |
6.0% |
1.73 |
1.9% |
36% |
False |
False |
126,320 |
40 |
99.60 |
89.56 |
10.04 |
11.0% |
1.54 |
1.7% |
20% |
False |
False |
88,038 |
60 |
103.54 |
89.56 |
13.98 |
15.3% |
1.44 |
1.6% |
14% |
False |
False |
69,794 |
80 |
104.44 |
89.56 |
14.88 |
16.3% |
1.33 |
1.5% |
13% |
False |
False |
57,285 |
100 |
104.44 |
89.56 |
14.88 |
16.3% |
1.23 |
1.3% |
13% |
False |
False |
47,713 |
120 |
104.44 |
89.56 |
14.88 |
16.3% |
1.16 |
1.3% |
13% |
False |
False |
40,892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.51 |
2.618 |
96.04 |
1.618 |
94.53 |
1.000 |
93.60 |
0.618 |
93.02 |
HIGH |
92.09 |
0.618 |
91.51 |
0.500 |
91.34 |
0.382 |
91.16 |
LOW |
90.58 |
0.618 |
89.65 |
1.000 |
89.07 |
1.618 |
88.14 |
2.618 |
86.63 |
4.250 |
84.16 |
|
|
Fisher Pivots for day following 23-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
91.49 |
91.48 |
PP |
91.41 |
91.40 |
S1 |
91.34 |
91.33 |
|